2016
DOI: 10.48550/arxiv.1605.01108
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Perron's method for pathwise viscosity solutions

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Cited by 2 publications
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“…If q ≤ 2, then H is C 2 , and Perron's method can be used in conjunction with the comparison principle to construct the unique solution of (A.1), as shown by the author in [27].…”
Section: Appendix a Well-posednessmentioning
confidence: 99%
“…If q ≤ 2, then H is C 2 , and Perron's method can be used in conjunction with the comparison principle to construct the unique solution of (A.1), as shown by the author in [27].…”
Section: Appendix a Well-posednessmentioning
confidence: 99%
“…Since the seminal works [29] - [32], there have been many efforts to develop the theory of stochastic viscosity solutions using both approaches. Along the lines of stochastic characteristics, Buckdahn and Ma [3,4,5], Buckdahn, Bulla, and Ma [1], and Matoussi, Possamai, and Sabbagh [35] proposed different notions of stochastic viscosity solutions in various situations when g is independent of ∂ x u; see also Seeger [43], who investigated the case g = g(∂ x u) in the rough path framework. The main challenges in this approach seem to be the following:…”
Section: Introductionmentioning
confidence: 99%